DECOMPOSITION OF DIRICHLET PROCESSES AND ITS APPLICATION

• 成果类型: Article
• 署名作者: LYONS, TJ; ZHANG, TS
• 刊物名称: ANNALS OF PROBABILITY
• ISSN/ISSBN: 0091-1798
• DOI: 10.1214/aop/1176988870
• 发表日期: 1994
• 页码: 494-524
• 关键词: schrodinger-operators; forms; CONVERGENCE

摘要

We extend the forward-backward martingale approach to Stratonovich integrals developed by Zheng and Lyons to the general context of Dirichlet spaces. From this perspective, it is clear that the Stratonovich integral of an L2 1-form against a Dirichlet process is well defined, coordinate invariant, and obeys appropriate chain rules. The paper continues by examining the tightness and continuity of the mapping from Dirichlet forms to probability measures on path space. Some positive results are obtained for a class of infinite-dimensional diffusions.